Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Wellington Global Bond which you can use to evaluate future volatility of the fund. Please check out Wellington Global Bond Market Risk Adjusted Performance of
(0.57) and Mean Deviation of 0.0973 to validate if risk estimate we provide are consistent with the epected return of 0.0%.
|Horizon||30 Days Login to change|
Wellington Global Market Sensitivity
|As returns on market increase, returns on owning Wellington Global are expected to decrease at a much smaller rate. During bear market, Wellington Global is likely to outperform the market. 2 Months Beta |Analyze Wellington Global Bond Demand TrendCheck current 30 days Wellington Global correlation with market (DOW)|
β = -0.0445
Wellington Global Central Daily Price Deviation
Wellington Global Bond Technical Analysis
We are not able to run technical analysis function on this symbol. We either do not have that equity or its historical data is not available at this time. Please try again later.
Wellington Global Projected Return Density Against MarketAssuming 30 trading days horizon, Wellington Global Bond USD D Acc H has beta of -0.0445 . This indicates as returns on benchmark increase, returns on holding Wellington Global are expected to decrease at a much smaller rate. During bear market, however, Wellington Global Bond USD D Acc H is likely to outperform the market. Moreover, The company has an alpha of 0.0288 implying that it can potentially generate 0.0288% excess return over DOW after adjusting for the inherited market risk (beta).
Predicted Return Density
|Alpha over DOW||=||0.0288|
|Beta against DOW||=||0.04|
Wellington Global Return Volatilitythe fund accepts 0.0% volatility on return distribution over the 30 days horizon. the entity inherits 1.9% risk (volatility on return distribution) over the 30 days horizon.
DOW has a standard deviation of returns of 1.9 and is 9.223372036854776E16 times more volatile than Wellington Global Bond USD D Acc H. 0% of all equities and portfolios are less risky than Wellington Global. Compared to the overall equity markets, volatility of historical daily returns of Wellington Global Bond USD D Acc H is lower than 0 (%) of all global equities and portfolios over the last 30 days. Use Wellington Global Bond USD D Acc H to enhance returns of your portfolios. The fund experiences normal upward fluctuation. Check odds of Wellington Global to be traded at $12.37 in 30 days. . As returns on market increase, returns on owning Wellington Global are expected to decrease at a much smaller rate. During bear market, Wellington Global is likely to outperform the market.
Wellington Global correlation with market